+256.3%
PEG vs CDW
+933.5%
-677.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.3% | +2.1% | -4.3% | -2.8% |
| 30D | +1.2% | +14.7% | -13.5% | -1.8% |
| 3M | -2.4% | +11.1% | -13.5% | -5.1% |
| 6M | -6.9% | +45.6% | -52.4% | -15.3% |
| YTD | -7.2% | +17.1% | -24.3% | -12.7% |
| 1Y | -8.9% | +13.2% | -22.0% | -13.6% |
| 3Y | +27.1% | -22.2% | +49.3% | +28.8% |
| 5Y | +33.8% | -10.1% | +43.9% | +28.2% |
| 10Y | +150.2% | +307.0% | -156.8% | +78.7% |
| All | +256.3% | +933.5% | -677.3% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling